Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 30.20% | 0.09 CHF | 0.15 CHF | 10'000 | 10'000 | 359'783 | 5'812 | 25'994 CHF | 646 CHF | 99.65% | 99.65% |
22.05.2024 | 23.38% | 0.10 CHF | 0.11 CHF | 500'000 | 10'000 | 500'000 | 5'075 | 39'582 CHF | 508 CHF | 76.49% | 76.49% |
21.05.2024 | 102.90% | 0.08 CHF | 0.35 CHF | 500'000 | 5'000 | 442'683 | 3'043 | 49'373 CHF | 1'065 CHF | 99.65% | 99.65% |
17.05.2024 | 95.87% | 0.10 CHF | 0.35 CHF | 500'000 | 5'000 | 411'392 | 3'045 | 50'502 CHF | 1'066 CHF | 99.38% | 99.38% |
16.05.2024 | 90.16% | 0.13 CHF | 0.35 CHF | 390'000 | 5'000 | 383'491 | 3'015 | 50'658 CHF | 1'055 CHF | 98.23% | 98.23% |
15.05.2024 | 103.05% | 0.15 CHF | 0.35 CHF | 340'000 | 5'000 | 450'618 | 3'055 | 49'388 CHF | 1'069 CHF | 97.60% | 97.60% |
14.05.2024 | 75.61% | 0.10 CHF | 0.35 CHF | 5'000 | 5'000 | 237'770 | 3'049 | 40'275 CHF | 1'067 CHF | 98.68% | 98.68% |
13.05.2024 | 52.01% | 0.18 CHF | 0.35 CHF | 280'000 | 5'000 | 246'799 | 3'044 | 50'510 CHF | 1'065 CHF | 99.56% | 99.56% |
10.05.2024 | 59.72% | 0.26 CHF | 0.35 CHF | 200'000 | 5'000 | 270'557 | 3'033 | 50'679 CHF | 1'062 CHF | 98.58% | 98.58% |
08.05.2024 | 56.97% | 0.19 CHF | 0.35 CHF | 5'000 | 5'000 | 210'491 | 3'043 | 40'193 CHF | 1'065 CHF | 99.65% | 99.65% |